Nuveen Aa-Bbb CLO ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.59% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 2.79 | |
| 0.1337 | 17.85 | |
| 0.9547 | 64.61 | |
| 2.5161 | 20.45 |
Estimation Period:
Dec 11, 2024 to Feb 6, 2026
Dec 11, 2024 to Feb 6, 2026
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